+805.4%
RIOT vs DG
+77.7%
+727.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.5% | +1.6% | +2.8% |
| 7D | +14.8% | +8.4% | +6.4% | +12.7% |
| 30D | +1.4% | +4.9% | -3.5% | +0.2% |
| 3M | -20.6% | +29.3% | -50.0% | -26.0% |
| 6M | +31.9% | -11.3% | +43.1% | +34.5% |
| YTD | +72.1% | +1.8% | +70.3% | +70.0% |
| 1Y | +65.7% | +25.3% | +40.3% | +55.0% |
| 3Y | +97.5% | +9.1% | +88.4% | +82.9% |
| 5Y | -36.7% | -34.9% | -1.8% | -27.5% |
| 10Y | +550.1% | +108.2% | +442.0% | +546.9% |
| All | +805.4% | +77.7% | +727.7% | +753.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling